+55.1%
GSK vs ZCMD
-100.0%
+155.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -4.2% | -1.4% | -2.8% | -4.2% |
| 30D | -7.5% | -21.6% | +14.1% | -7.4% |
| 3M | -3.3% | -67.4% | +64.1% | -3.4% |
| 6M | -9.3% | -99.4% | +90.1% | -6.4% |
| YTD | +1.6% | -99.7% | +101.3% | +5.8% |
| 1Y | +25.5% | -99.9% | +125.4% | +32.0% |
| 3Y | +49.3% | -100.0% | +149.3% | +61.8% |
| 5Y | +46.7% | -100.0% | +146.7% | +58.9% |
| All | +55.1% | -100.0% | +155.1% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling